| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1035354.7786 | 854683.702 | 180671.0766 | 7107675.1846 | 3047363.212 | 4060311.9727 |
| Total P&L (%) | 1035.3548 | 854.6837 | 180.6711 | 7107.6752 | 3047.3632 | 4060.312 |
| Avg Daily Profit (%) | 0.5703 | 0.4708 | 0.0995 | 0.2359 | 0.1902 | 0.2056 |
| Buy And Hold Return (%) | 383.6741 | 383.6741 | 383.6741 | 383.6741 | 383.6741 | 383.6741 |
| Max Trade Drawdown | -141742 | -155656 | -45743 | -5063060 | -6756312 | -2213682 |
| Profit Factor | 2.5581 | 2.8457 | 1.8969 | 1.2728 | 1.1523 | 1.6707 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 62 | 22 | 40 | 62 | 22 | 40 |
| Losing Trades | 67 | 42 | 25 | 67 | 42 | 25 |
| Profitability (%) | 48.062 | 34.375 | 61.5385 | 48.062 | 34.375 | 61.5385 |
| Ratio Avg Win / Avg Loss | 2.7644 | 5.4326 | 1.1856 | 1.3754 | 2.1999 | 1.0442 |
| Largest Winning Trade | 373496 | 373496 | 44690 | 3871945 | 3871945 | 1350551 |
| Largest Losing Trade | -43952 | -40073 | -43952 | -2274147 | -2274147 | -1935887 |
| Avg Bars in Trades | 39 | 68 | 10 | 39 | 68 | 10 |
| Avg Bars in Winners | 51 | 124 | 12 | 51 | 124 | 12 |
| Avg Bars in Losers | 27 | 38 | 8 | 27 | 38 | 8 |
| Bars Traded | 5057 | 4364 | 693 | 5057 | 4364 | 693 |
| Profit Streak | 62.5267 | 0 | 178.1934 | 62.5267 | 0 | 178.1934 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 462562 | -135121 | -351944 | 302756 | -189434 | -118411 |
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5446,
"evaluation_days": 1815.33,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1604332800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759466308639,
"expiration_time": 1764154944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 60,
"offset": 0,
"std": 3.79414
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 15,
"offset": 0,
"scalar": 4
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
1035354.7786281833,
854683.7019859168,
180671.0766422672,
7107675.184647183,
3047363.211996297,
4060311.972650887
],
[
1035.354779,
854.683702,
180.671077,
7107.675185,
3047.363212,
4060.311973
],
[
0.57034,
0.470815,
0.099525,
0.235923,
0.190182,
0.205583
],
[
383.674142,
383.674142,
383.674142,
383.674142,
383.674142,
383.674142
],
[
-141742,
-155656,
-45743,
-5063060,
-6756312,
-2213682
],
[
2.558085,
2.845665,
1.896949,
1.272753,
1.152329,
1.670687
],
[
129,
64,
65,
129,
64,
65
],
[
62,
22,
40,
62,
22,
40
],
[
67,
42,
25,
67,
42,
25
],
[
48.062016,
34.375,
61.538462,
48.062016,
34.375,
61.538462
],
[
2.764382,
5.432633,
1.185593,
1.375394,
2.199901,
1.044179
],
[
373496,
373496,
44690,
3871945,
3871945,
1350551
],
[
-43952,
-40073,
-43952,
-2274147,
-2274147,
-1935887
],
[
39,
68,
10,
39,
68,
10
],
[
51,
124,
12,
51,
124,
12
],
[
27,
38,
8,
27,
38,
8
],
[
5057,
4364,
693,
5057,
4364,
693
],
[
62.52672,
0,
178.193387,
62.52672,
0,
178.193387
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
462562,
-135121,
-351944,
302756,
-189434,
-118411
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5446,
"evaluation_days": 1815.33,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1604332800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759466308639,
"expiration_time": 1764154944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 60,
"offset": 0,
"std": 3.79414
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 15,
"offset": 0,
"scalar": 4
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|